Anic Equity¶

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Total return since start: 0.586 %¶

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Equity now: -----------------------------> 48432.44 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46735.82 Kr¶

PnL: ---------------------------------------> 378.82 Kr¶

DD now: ---------------------------------> -8.825 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-10 15:49:06.868813'

Anic Portfolio¶

Today¶

Return: 0.698 %¶

This Week¶

Return: 0.413 %¶

Total portfolio value¶

Return including deposits: 58.555 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
EnQuest PLC 2351 -1.270000 5849.290000 136.290000 2.390000 5713.000530
Investor B 27 0.840000 5814.450000 123.450000 2.170000 5691.000006
NP3 Fastigheter 32 3.300000 5804.800000 107.800000 1.890000 5697.000000
Vitec Software Group B 2 2.060000 1190.000000 103.000000 9.480000 1087.000000
Lindab International 35 1.310000 5673.500000 80.500000 1.440000 5593.000000
Tethys Oil 109 1.390000 5888.180000 -22.820000 -0.390000 5911.000022
Volvo B 25 0.600000 5700.000000 -43.000000 -0.750000 5743.000000
AQ Group 12 -0.570000 5214.000000 -49.000000 -0.930000 5262.999996
Volvo A 24 0.260000 5601.600000 -57.400000 -1.010000 5659.000008
TOTAL 46735.820000 378.820000 -8.82507% 46357.000562

Updated:¶

'2023-08-10 15:49:23.611941'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶